+50.6%
JBHT vs TW
+26.0%
+24.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.8% |
| 7D | +4.9% | -2.3% | +7.2% | +4.8% |
| 30D | +0.6% | +3.9% | -3.4% | +0.6% |
| 3M | -3.2% | +5.7% | -8.9% | -3.0% |
| 6M | +17.0% | -14.5% | +31.5% | +17.1% |
| YTD | +41.7% | -0.9% | +42.5% | +41.9% |
| 1Y | +90.0% | -13.5% | +103.5% | +90.8% |
| All | +50.6% | +26.0% | +24.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling